To stitch the straight sides of the letters, stop needle down at the outside zag of the needle (edge of the fabric), pivot, and go again. I tried not stopping to cut threads between letters. You can see in the picture where I tried stitching all right straight sides and then I turned the piece and did the other vertical sides, then the horizonal straight sides. This did not work so well, as all the jump threads were a mess and took quite a while to trim out.
I thought I would post pics of Kathy's Round Robin as I stitched the letters on. I used a thin paper for a stablizer. Matching black thread and a narrow zigzag--1.9 and .25--. I place my hand flat on the fabric on the bed of themachine, straddling the stitching field with my fingers. As I stitch, I rotate the fabric to follow the curve of the letters. When I stop, I stop with the needle down on the outside edge of the fabric. You can stitch a few stitches and then stop, pick up the pressure foot and turn the fabric a little, but I prefer to gently turn the fabric as I stitch and not have to stop nor raise the pressure foot.
One more tip I want to share. I now put my embroidery thread on a stand behind the machine. the thread has a long way to unwind before it goes through the needle-- No breaking or raveling thread.
That's all--I know most of you already know most of this, but I do love to know how other people do things. Not that it is better, just different and something to try--possibly a lead to a better end product. I always experiment with my width of stitch until I get one I like. I also match thread. This ALWAYS leads to a neater piece. If you don't like the look of your corners/points?--use a permanent fine-tip marker and "make them look like you want them to look. Works like a charm.